Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47840.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46445.85 Kr¶

PnL: ---------------------------------------> -442.72 Kr¶

DD now: ---------------------------------> -1.623 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:34:38.232316'

Anic Portfolio¶

Today¶

Return: -0.151 %¶

This Week¶

Return: -0.151 %¶

Total¶

Return: 56.618 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 1.910000 2807.000000 171.000000 6.490000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 0.730000 597.600000 40.600000 7.290000 557.000004
Corem Property Group B 59 0.380000 615.960000 38.960000 6.750000 576.999999
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.020000 392.100000 37.100000 10.450000 355.000000
HMS Networks 2 3.680000 710.000000 37.000000 5.500000 673.000000
Boozt 12 0.280000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 -0.590000 597.520000 23.520000 4.100000 573.999998
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Norva24 Group 16 0.290000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Intrum 4 1.490000 544.000000 17.000000 3.230000 527.000000
SAAB B 8 -1.370000 3392.800000 15.800000 0.470000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Securitas B 6 2.130000 576.000000 6.000000 1.050000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 -0.050000 567.000000 3.000000 0.530000 564.000000
CTEK 13 1.050000 535.600000 1.600000 0.300000 533.999999
Samhällsbyggnadsbo. i Norden D 12 1.990000 245.760000 -0.240000 -0.100000 246.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -2.390000 563.600000 -10.400000 -1.810000 574.000000
Nordea Bank Abp 29 -0.150000 3443.460000 -10.540000 -0.310000 3453.999992
Midsona B 63 1.240000 567.000000 -16.000000 -2.740000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 4.010000 570.000000 -24.570000 -4.130000 594.565215
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 -0.210000 3653.000000 -103.000000 -2.740000 3756.000001
OX2 18 -1.120000 1432.800000 -231.200000 -13.890000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46445.850000 -442.720000 -1.62264% 46888.564618

Updated:¶

'2023-01-23 15:34:50.552961'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶